[R] Time Series Analysis: book?
jfontain at free.fr
Fri Sep 9 07:07:14 CEST 2005
Quoting Spencer Graves <spencer.graves at pdf.com>:
> 1. Have you read the appropriate chapter in Venables and Ripley
> (2002) Modern Applied Statists with S (Springer)? If no, I suggest you
> start there.
> 2. Have you worked through the vignettes associated with the "zoo"
> package? If no, you might find that quite useful. [Are you aware that
> edit(vignette(...)) will provide a script file with the R code discussed
> in the vignette, which can be viewed in Adobe Acrobat while you are
> working throught the examples line by line, modifying them, etc.? I've
> found this to be very useful. If you use XEmacs, "edit(vignette(...))"
> may not work. Instead, try Stangle(vignette(...)$file). This will copy
> the R code to a file in the working directory, which you can then open.]
> 3. Have you considered Durbin, J. and Koopman, S. J. (2001) _Time
> Series Analysis by State Space Methods._ Oxford University Press? If
> no, you might want to spend some time with that.
> I'm still looking for the right kind of introduction and overview to
> what is available in R for time series analysis, especially with a
> Bayesian approach to Kalman filtering and smoothing. Unfortunately, I
> have yet to find the key I feel I need to get started, though I found
> the vignettes with zoo to be quite helpful.
Thank you very much Spencer and all who responded.
I think I have enough to get started with all this valuable information.
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